Stabilizing randomized GMRES through flexible GMRES
Numerical Analysis
2026-05-11 v2 Numerical Analysis
Abstract
We explore the use of flexible GMRES as an outer wrapper for sketched GMRES. Building on a new bound for the residual of FGMRES in terms of the residual of the preconditioner, we derive a practical randomized solver that requires very little parameter tuning, while still being efficient and robust in the sense of generating non-increasing residual norms.
Cite
@article{arxiv.2506.18408,
title = {Stabilizing randomized GMRES through flexible GMRES},
author = {Stefan Güttel and John W. Pearson},
journal= {arXiv preprint arXiv:2506.18408},
year = {2026}
}